Türkiye’de 2015-2020 Dönemine İlişkin Döviz Kurlarının, İthalat ve İhracat Üzerine Etkisi: ARDL Sınır Testi Yaklaşımı

Abstract

It is aimed to determine the short and long-term relationship between the export-import in the 2015-Q1-2020-Q4 period and the four most used exchange rates (euro, dollar, Japanese yen, British pound) in the world. For this, quarterly importexport was analyzed with euro, dollar, Japanese New and British pound data set, EViews 10 package program. ARDL boundary test was applied to determine the short and long term relationship of variables with each other. According to the findings, it was seen that on import in long run dollar, Japanese and British pound had negative significance in imports, and the positive effect of euro was observed. In the short run, it was seen that a lagged value of the British pound, euro and euro had a positive significant effect. On the export side, in the long run the negative effect of the dollar and the Japanese yen, while the positive effect of the euro were observed. It is concluded that if the short run, the dollar itself has a negative effect and a lagged value of the euro and the British pound has a positive effect.